Expenditure:  4 SWS (2/2/0) 
Lecturers:  Mathias Kortke, Dr. Christian Scheunert 
Course language:  English 
Examination:  Written examination (90 minutes) 
Classification: 
Module Stochastic Signals and Systems (NES12 09 01) of the master's program Nanoelectronic Systems 
Lectures  Tue  5th DS  GÖR 127 (43 seats) and online materials 
Tutorials  Wed  4th DS  GÖR 229 (43 seats) and online materials 
For adjournments see Table
The subject area "Stochastic Signals and Systems" includes general definitions and basic methodology that are required to describe dynamic processes in nature and engineering.
The student should recognize that physical and technical systems, especially in electrical/electronic engineering, automatic control, and information technology, can be investigated consistently and described mathematically by a unified point of view. This module focuses on methods for investigating static and dynamic systems under the influence of stochastic signals. For this purpose, the theory of the stochastic process is initially introduced, based on probability calculus. Methods for its mathematical description are presented.
The transfer of stochastic signals by abstract systems is elaborated mainly for nonlinear static systems (transformation of the probability density function) and for linear dynamic systems (transformation of the power density spectrum).
Basics of the theory of deterministic systems and probability calculus.
1st part  Random variables and vectors 
2nd part  Random processes 
3rd part  Static systems 
4th part  Dynamic systems 
5th part  Noise analysis 
6th part  Discrete time stochastic signals 
ELearning supplementation to the lectures (OPAL):
Stochastic Signals and Systems
The following table contains the dates of the lectures (L) and tutorials (T) of the current semester as well as materials to them.
Week  Date  DS  L  T  Comment / Material 

41  12.10.2021  5th  X  Random variables: pp. 1  31  
42  19.10.2021  5th  X  Random vectors: pp. 32  44  
43  26.10.2021  5th  X  Random vectors: pp. 45  57  
44  02.11.2021  5th  X 
Random vectors: pp. 58  60 Random processes: pp. 25  36 

45  09.11.2021  5th  X  Random processes: pp. 37  56  
46  16.11.2021  5th  X  Random processes: pp. 57  77  
47  23.11.2021  5th  X 
Random processes: pp. 78  87 Static systems: pp. 65  73 

48  30.11.2021  5th  X  Static systems: pp. 74  85  
49  07.12.2021  5th  X  Static systems: pp. 86  104  
50  14.12.2021  5th  X  Static systems: pp. 105  127  
51  21.12.2021  online  X  Dynamic systems: pp. 91  110  
52  28.12.2021  5th  −  Jahreswechsel  
1  04.01.2022  5th  −  Jahreswechsel  
2  11.01.2022  5th  X  Dynamic systems: pp. 111  151  
3  18.01.2022  5th  X 
Dynamic systems: pp. 152  164 Noise analysis: pp. 115  127 

4  25.01.2022  5th  X  Noise analysis: pp. 128  156  
5  01.02.2022  5th  X  Discrete time stochastic signals and systems: pp. 123  167 
The written examination will take place in the examination period of the semester.
Comments to the lectures and tutorials and questions to the exercises, please, send to:
Mathias Kortke